Thinking of posting an FAQ, so.......

Question:
How do I change the file association so I can choose to open it with a certain program?


Answer:
For this FAQ, I will be USING Windows XP, but should work on Vista and other Windows Operating Systems.
As an example, I will use a Text File and make it open with Notepad++ INSTEAD of Windows Notepad.

1. Right click on the file, go to Open With and click Choose Program.

2. Once you click Choose Program, another window should pop up.
Select the program you want to open the file with, check the TICK box and press OK.



Now whenever you click Text Files (.txt), it will open with Notepad++.

These steps can be adapted to change any file association. For example this can be used to make Windows Media Player files (.wma, .wmv...) play with VLC Media Player or to open Pictures (.BMP, .jpg...) with MSPaint automatically.
Very nice...

Just to add,

Sometimes the program you wish to open a file with isn't listed. You can use the "Browse" button to LOCATE the program .exe This is usually located in it's Program Files folder.